Mary Kennedy, the estranged wife of Robert F. Kennedy Jr., died of asphyxiation due to hanging, the Westchester County, New York, medical examiner said Thursday.

The Bedford Police Department declined to say more because it is still investigating what led to the hanging.Her death is the latest for a family that has seen its share of tragedy.

"We know from a history of this family, it's very hard being a Kennedy, either being a blood Kennedy or being married to one," Laurence Leamer, a Kennedy biographer, said on CNN's "Erin Burnett OutFront." "The overwhelming celebrity, the attention, the obligations, the expectations that you're supposed to do something with your life. It's very, very hard."

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